+2,905.7%
TER vs XYL
+449.8%
+2,455.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.9% |
| 7D | +0.6% | -5.0% | +5.7% | +4.2% |
| 30D | -8.3% | -13.2% | +4.9% | +0.9% |
| 3M | -12.2% | -3.7% | -8.5% | -11.2% |
| 6M | +17.1% | -17.7% | +34.8% | +33.6% |
| YTD | +84.7% | -21.5% | +106.2% | +116.1% |
| 1Y | +199.9% | -24.5% | +224.4% | +262.2% |
| 3Y | +232.8% | +6.9% | +225.8% | +220.3% |
| 5Y | +198.6% | -18.1% | +216.6% | +236.3% |
| 10Y | +1,669.7% | +134.7% | +1,535.0% | +924.8% |
| All | +2,905.7% | +449.8% | +2,455.9% | +959.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling